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Analysis of sectoral credit default cycle dependency with wavelet networks : evidence from Turkey
Cifter, Atilla; Yilmazer, Sait; Cifter, Elif - In: Economic modelling 26 (2009) 6, pp. 1382-1388
Persistent link: https://www.econbiz.de/10003923576
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Modeling loss given default with stochastic collateral
Frontczak, Robert; Rostek, Stefan - In: Economic modelling 44 (2015), pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
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Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
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Loan default correlation using an Archimedean copula approach : a case for recalibration
Fenech, Jean Pierre; Vosgha, Hamed; Shafik, Salwa - In: Economic modelling 47 (2015), pp. 340-354
Persistent link: https://www.econbiz.de/10011439450
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A barrier option framework for rescue package designs and bank default risks
Chang, Chuen-ping - In: Economic modelling 38 (2014), pp. 246-257
Persistent link: https://www.econbiz.de/10010419117
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Default probability of a captive credit bank with government capital injections : a capped barrier option approach
Chang, Chuen-ping - In: Economic modelling 29 (2012) 6, pp. 2444-2450
Persistent link: https://www.econbiz.de/10009673700
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Default clustering of the nonfinancial sector and systemic risk : evidence from China
Wang, Xiaoting; Hou, Siyuan; Shen, Jie - In: Economic modelling 96 (2021), pp. 196-208
Persistent link: https://www.econbiz.de/10012745350
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Cost-effective mortgage modification program to reduce mortgage defaults
Kim, Jiseob; Lim, Taejun - In: Economic modelling 96 (2021), pp. 220-241
Persistent link: https://www.econbiz.de/10012745352
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Bankruptcy regime and the banking system
Stef, Nicolae; Dēmelē, Sophias P. - In: Economic modelling 87 (2020), pp. 480-495
Persistent link: https://www.econbiz.de/10012416797
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The performance of hybrid models in the assessment of default risk
Bellalah, Mondher; Zouari, Sami; Levyne, Olivier - In: Economic modelling 52 (2016), pp. 259-265
Persistent link: https://www.econbiz.de/10011645652